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Time Series Innovation: Leveraging BetaSutte Models to Enhance Indonesia's Export Price Forecasting Ahmar, Ansari Saleh; Boj, Eva
Journal of Applied Science, Engineering, Technology, and Education Vol. 7 No. 1 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.asci3831

Abstract

This study introduces a novel application of the Modified Trend-Augmented α-Sutte Indicator (BetaSutte) model for forecasting Indonesia's export prices and compares its performance with the traditional ARIMA approach. Accurate export price forecasting is crucial for economic planning, trade policy formulation, and business strategy development in Indonesia's dynamic and globally connected economy. Using monthly export value data from January 2022 to September 2024 obtained from Indonesia's Central Bureau of Statistics (BPS), we examined whether the BetaSutte model's decomposition of trend and residual components offers enhanced predictive accuracy over the conventional ARIMA methodology. Results show that while the ARIMA(0,1,0) model demonstrated superior in-sample performance (Training MAPE: 7.71% vs. 80.78%), the BetaSutte model achieved better out-of-sample forecasting accuracy (Testing MAPE: 11.22% vs. 11.61%). The BetaSutte model's linear trend component identified a negative slope (coefficient: -158.4), indicating a systematic decline in Indonesia's export values over the study period, which has important implications for trade policy. Furthermore, the model successfully captured the volatility in export prices through its residual forecasting component. These findings suggest that the BetaSutte model's explicit modeling of trend components provides meaningful advantages for export price forecasting, despite its more complex implementation. This research contributes to the growing literature on hybrid forecasting methodologies and offers practical guidance for stakeholders interested in Indonesia's international trade dynamics. For policymakers, the results highlight potential challenges for Indonesia's export competitiveness and suggest the need for targeted interventions to address the identified downward trend in export values.
Geographically Weighted Poisson Regression (GWPR) Model with Fixed Gaussian Kernel and Fixed Bi-square Kernel Weights Meliyana, Sitti Masyitah; Ahmar, Ansari Saleh; Siti Nurazizah Auliah
ARRUS Journal of Social Sciences and Humanities Vol. 5 No. 2 (2025)
Publisher : PT ARRUS Intelektual Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/soshum3812

Abstract

This study aims to model the spatial distribution of tuberculosis (TB) cases in Makassar City in 2022 using the Geographically Weighted Poisson Regression (GWPR) approach. This method extends Poisson regression by incorporating spatial heterogeneity, weighting each location based on its geographical proximity. Two types of kernel weighting functions, fixed Gaussian kernel and fixed bi-square kernel, were used to determine the most effective model for identifying key factors influencing TB case numbers. The parameter estimation results indicate that the GWPR model with fixed bi-square kernel performs better than the global Poisson regression model, achieving an Akaike’s Information Criterion (AIC) value of 97.69 and a coefficient of determination (R²) of 99.93%. The findings reveal that the relationship between predictor variables and TB cases varies across districts, with the percentage of the productive-age population and population density emerging as dominant factors. These results highlight the advantages of the GWPR approach in capturing spatial dynamics more effectively than conventional regression models, making it a powerful analytical tool for designing targeted, region-specific public health interventions.
Digital Literacy Training and Introduction to Artificial Intelligence Ethics to Realize Digital Literate Teachers: Pelatihan Literasi Digital dan Pengenalan Etika Kecerdasan Buatan untuk Mewujudkan Guru Melek Digital Fakhri, M. Miftach; Isma, Andika; Hidayat M., Wahyu; Ahmar, Ansari Saleh; Surianto, Dewi Fatmarani
Mattawang: Jurnal Pengabdian Masyarakat Vol. 5 No. 1 (2024)
Publisher : Yayasan Ahmar Cendekia Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.mattawang2603

Abstract

The problems identified are the level of digital literacy that needs to be improved and the need for an understanding of AI ethics among teachers, which can hinder the education process in the digital era. The purpose of this service is to improve the digital competence and understanding of AI ethics of teachers, so that they can be more effective in teaching and guiding students towards responsible use of technology. Through an Action Research approach, the teachers were directly involved in the process of improving and developing their skills in digital literacy and scientific article writing. The methods used in this training involved lectures, discussions, and practical exercises using various interactive media such as Quizziz, videos, infographics, and educational games. The training was attended by 35 teachers on 4 March 2024. The results of the training showed a significant increase in participants' knowledge and skills related to digital literacy and AI ethics. In addition, there was a positive shift in attitudes towards the use of digital technology. The implication of the training results is the improvement of education quality in the participating schools, as more digitally literate teachers can be more effective in integrating technology in the learning process. In addition, these teachers can act as agents of change in society, helping to build a community of smart and responsible digital technology users. Abstrak Masalah yang diidentifikasi adalah tingkat literasi digital yang perlu ditingkatkan dan perlunya pemahaman etika AI di kalangan guru, yang dapat menghambat proses pendidikan di era digital. Tujuan Pengabdian ini adalah untuk meningkatkan kompetensi digital dan pemahaman etika AI para guru, sehingga mereka dapat lebih efektif dalam mengajar dan membimbing siswa menuju penggunaan teknologi yang bertanggung jawab. Melalui pendekatan Action Research, para guru terlibat secara langsung dalam proses peningkatan dan pengembangan kemampuan mereka dalam literasi digital dan penulisan artikel ilmiah. Metode yang digunakan dalam pelatihan ini melibatkan ceramah, diskusi, dan latihan praktis dengan menggunakan berbagai media interaktif seperti Quizziz, video, infografis, dan permainan edukatif. Pelatihan ini diikuti oleh 35 guru pada tanggal 4 Maret 2024. Hasil dari pelatihan menunjukkan peningkatan signifikan dalam pengetahuan dan keterampilan peserta terkait literasi digital dan etika AI. Selain itu, terdapat pergeseran sikap yang positif terhadap penggunaan teknologi digital. Implikasi dari hasil pelatihan ini adalah peningkatan kualitas pendidikan di sekolah-sekolah peserta, karena guru yang lebih melek digital dapat lebih efektif dalam mengintegrasikan teknologi dalam proses pembelajaran. Selain itu, guru-guru ini dapat berperan sebagai agen perubahan dalam masyarakat, membantu membangun komunitas pengguna teknologi digital yang cerdas dan bertanggung jawab.
Learning Management System - Schoolearn Based on Moodle for Creating Virtual Classes for SMP Negeri 25 Kab. Barru: Learning Management System - Schoolearn Berbasis Moodle Untuk Pembuatan Kelas Virtual Bagi Guru SMP Negeri 25 Kab. Barru Rusli, Rusli; Ahmar, Ansari Saleh; Rahman, Abdul; Musa, Hastuty
Mattawang: Jurnal Pengabdian Masyarakat Vol. 5 No. 1 (2024)
Publisher : Yayasan Ahmar Cendekia Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.mattawang2615

Abstract

The Ipteks for Community activity was carried out at SMP Negeri 25 Barru, Barru Regency, Bojo District, South Sulawesi Province. The objectives of this activity are to: (1) Increase teachers' knowledge in managing LMS-based online learning; (2) Increase teachers' awareness and knowledge about the importance of multimodal learning management; (3) Increase teachers' insights, abilities, and skills in utilizing moodle LMS-based web learning management; and (4) Reduce the number of teachers who do not use blended learning in this 21st century computing era. Partner problems are: (1) the lack of knowledge of junior high school teachers in processing LMS-based online learning; (2) the absence of LMS facilities managed by the school; and (3) the lack of digital-based teacher learning tools even though the current era is a digital era. The method used is counseling and teaching, discussion, and training in collaboration between the implementer and the first partner. This method was carried out to all teachers of SMP Negeri 25 Barru and Mathematics Teachers who joined MGMP Mathematics SMP Barru district, who were trained for 1 day face-to-face and mentored through WA groups and then gradual evaluation and monitoring were carried out periodically for 2 months. The results obtained are: (1) Teachers' knowledge in managing LMS-based online learning is getting better; (2) Teachers' awareness and knowledge about the importance of learning management. (3) Teachers' insights, abilities, and skills in utilizing moodle LMS-based web learning management; and (4) The number of teachers implementing blended learning has increased, (5) teachers have had virtual classes as a complement to conventional classroom-based classes, so that teachers can teach their students without being limited by space and time, meaning that teachers can teach students according to the place and time provided by their students to learn when outside school hours. Abstrak Kegiatan Ipteks bagi Masyarakat dilaksanakan di SMP Negeri 25 Barru Kabupaten Barru Kecamatan Bojo, Provinsi Sulawesi Selatan. Tujuan kegiatan ini adalah untuk: (1) Meningkatkan pengetahuan guru dalam mengelola pembelajaran online berbasis LMS; (2) Meningkatkan kesadaran dan pengetahuan pada guru tentang pentingnya pengelolaan pembelajaran multimoda; (3) Meningkatkan wawasan, kemampuan, dan keterampilan guru dalam memanfaatkan mengelola web learning berbasis LMS moodle; dan (4) Mengurangi jumlah guru yang tidak menggunakan blended learning di era komputasi abad 21 ini. Permasalahan mitra adalah: (1) Kurangnya pengetahuan guru SMP dalam pengolahan pembelajaran online berbasis LMS; (2) tidak adanya fasilitas LMS yang dikelola oleh pihak sekolah; dan (3) kurangnya perangkat pembelajaran guru berbasis digital padahal era saat ini adalah era digital. Metode yang digunakan adalah penyuluhan dan pengajaran, diskusi, dan pelatihan secara kolaborasi antara pelaksana dengan mitra pertama. Metode ini dilaksanakan kepada semua guru SMP Negeri 25 Barru dan Guru Matematika yang bergabung pada MGMP Matematika SMP kabupaten barru, yang dilatih selama 1 hari tatap muka dan dilakukan pendampingan melalui grup WA dan selanjutnya evaluasi bertahap dan monitoring dilakukan secara berkala selama 2 bulan. Hasil yang diperolah adalah: (1) Pengetahuan guru dalam mengelola pembelajaran online berbasis LMS semakin baik; (2) Kesadaran dan pengetahuan pada guru tentang pentingnya pengelolaan pembelajaran multimoda; (3) Wawasan, kemampuan, dan keterampilan guru dalam memanfaatkan mengelola web learning berbasis LMS moodle; dan (4) Jumlah guru yang melaksanakan pembelajaran secara blended bertambah, (5) guru telah memiliki kelas virtual sebagai pelengkap kelas konvensional berbasis kelas, sehingga guru-guru dapat membelajarkan siswanya tanpa dibatasi lagi oleh ruang dan waktu, artinya guru-guru dapat membelajarkan siswa sesuai dengan tempat dan waktu yang disediakan oleh siswanya untuk belajar saat dilaur jam sekolah.
Cross-Sectoral Portfolio Optimization in Emerging Markets: Value at Risk Assessment of Indonesian Consumer and Financial Stocks Ahmar, Ansari Saleh; Wahyuni, Wahyuni; Triutomo, Agung; Rahman, Abdul; Tabash, Mosab
Quantitative Economics and Management Studies Vol. 6 No. 1 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems3861

Abstract

This study examines the comparative risk profiles of single-asset investments versus portfolio strategies using two prominent Indonesian companies: PT. Mayora Indah and PT. Sinar Mas Multiartha. Employing a quantitative approach with Monte Carlo simulation and Value at Risk (VaR) methodology, the research analyzed daily stock returns over a one-year period (January-December 2023). Results reveal that despite similar historical volatility levels between the individual stocks (standard deviations of 2.65% and 2.88%), their correlation coefficient was notably low (0.13), creating significant diversification opportunities. Monte Carlo simulations generated 1,000 potential return scenarios for robust risk assessment, finding that at the 95% confidence level, maximum expected losses on a Rp 100 million investment were Rp 4.78 million for PT. Mayora Indah and Rp 4.58 million for PT. Sinar Mas Multiartha individually. However, a portfolio combining both stocks (60% PT. Mayora Indah, 40% PT. Sinar Mas Multiartha) reduced this potential loss to Rp 2.90 million—representing approximately 37% risk reduction compared to either single-asset investment. This substantial risk mitigation was consistent across all confidence levels (99%, 95%, and 90%). The portfolio also demonstrated improved return characteristics in simulation (0.39% expected return) compared to historical data (0.09%), while maintaining similar risk levels. These findings provide empirical support for the practical value of diversification strategies in the Indonesian equity market, highlighting how even limited diversification across two stocks from different economic sectors can yield substantial improvements in risk-adjusted investment outcomes.
Assessing Investment Risk in the Post-Pandemic Entertainment Industry: A Statistical Analysis of Portfolio Returns and Risk Measures Ahmar, Ansari Saleh; Alsa, Yudhistira Ananda; Alfairus, Muh. Qodri; Rahman, Abdul; Kumar, Rajesh
Quantitative Economics and Management Studies Vol. 6 No. 1 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems3862

Abstract

This study examines the risk-return profiles of Warner Bros and Walt Disney stocks and analyzes their portfolio optimization potential in the post-pandemic entertainment industry landscape. Using daily stock data obtained from Yahoo Finance, we employ both traditional statistical analysis and Monte Carlo simulation techniques to derive robust estimates of expected returns and risk parameters. Our Value at Risk (VaR) analysis at multiple confidence levels (99%, 95%, and 90%) reveals distinct risk characteristics between the two stocks, with Walt Disney demonstrating more favorable downside protection despite similar historical return patterns. Monte Carlo simulations indicate significantly higher potential returns than suggested by historical data alone, with expected daily returns of 0.803% for Warner Bros and 0.789% for Walt Disney. Portfolio analysis with varying asset allocations demonstrates meaningful diversification benefits despite the substantial correlation (0.657) between the stocks. The optimal portfolio allocation favors a higher weight to Walt Disney (80%) compared to Warner Bros (20%), achieving the highest Sharpe ratio (0.247) and the lowest VaR at 99% confidence (-6.68%). These findings highlight the importance of comprehensive risk assessment tools in portfolio construction, particularly for industries undergoing structural transformation. The study contributes to sector-specific portfolio analysis literature by providing detailed insights into risk-return dynamics of major entertainment stocks in the evolving digital media landscape. For investors seeking entertainment sector exposure, our analysis suggests that a portfolio tilted toward Walt Disney offers the most efficient risk-return profile under current market conditions, though ongoing monitoring remains essential as business models continue to evolve.
Rainfall Forecasting Using the Singular Spectrum Analysis (SSA) Method Nurhikmawati, Nurhikmawati; Aswi, Aswi; Ahmar, Ansari Saleh
Jurnal Varian Vol. 8 No. 2 (2025)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v8i2.4571

Abstract

This study aims to evaluate the accuracy and performance of rainfall data forecasting in the city of Parepare using the Singular Spectrum Analysis (SSA) method. Situated in South Sulawesi Province, Parepare City is characterized by high rainfall intensity, which increases the likelihood of natural hazards such as flooding and landslides. These disasters have the potential to negatively impact key sectors, including economic activity, tourism, and transportation. Therefore, reliable rainfall prediction plays a crucial role in establishing a robust disaster early warning system. Monthly rainfall measurements from two stations, Bukit Harapan and Bulu Dua, are analyzed. The results reveal a Root Mean Square Error (RMSE) of 191.0566 for Bukit Harapan station and 346.023 for Bulu Dua station, underscoring the method's forecasting accuracy. A 12-month forecast predicts consistently high monthly rainfall in Parepare City, with the highest rainfall expected in December 2024 at Bukit Harapan station and in January 2024 at Bulu Dua station. Conversely, the lowest rainfall at both stations is anticipated in July 2024. Forecasts predicting increased rainfall during certain periods, especially in December and January, provide critical insights for strengthening disaster preparedness and informing mitigation strategies. This information also plays a key role in minimizing adverse effects on the economic, transportation, and tourism sectors, while promoting more efficient and sustainable management of water resources.  
Co-Authors Abdul Rahman Abdul Rahman Abdussakir Abdussakir Absussakir Abdussakir Achmad Sani Supriyanto Agus Nasir Ahmad Rifad Riadhi Ahmad Talib Akbar Iskandar Akbar Iskandar Alfairus, Muh. Qodri Ali Mokhtar Alief Imron Juliodinata Alok Kumar Panday Alsa, Yudhistira Ananda Andika Isma ANDIKA SAPUTRA Angela Diaz Cadena Asfar Asfar Asmar Asmar, Asmar Astuti, Niken Probondani Aswi, Aswi Ayu Rahayu Azzajjad, Muhammad Fath Boj del Val, Eva Boj, Eva Bustan, M Nadjib Dary Mochamad Rifqie Della Fadhilatunisa Dewi Fatmarani Surianto Dewi Satria Ahmar Djawad, Yasser Abd. Ersa Karwingsi Eva Boj Faizal Arya Samman Fathahillah Fathahillah Hamzah Upu Hardianti Hafid Hastuty Hastuty Hastuty Hastuty Hastuty Musa Herman Herman Hidayat M., Wahyu Ifriana Ifriana Ilimu, Edi Irwan Irwan Irwan Irwan Isma Muthahharah Jamaluddin Jamaluddin Kamaluddin Kamaluddin Kasmudin Mustapa Khadijah Khaeruddin Khaeruddin Lince, Ranak M. Miftach Fakhri Maemunah Magfirah Manalu, Yessi Febianti Mansyur Mansyur Marni Marni, Marni Meliyana R, Sitti Masyitah Miguel Botto-Tobar Misriani Suardin Mohd. Rizal Mohd. Isa Muhammad Abdy Muhammad Arif Tiro Muhammad Arif Tiro Muhammad Farhan Muhammad Kasim Aidid Muhammad Kasim Aidid Muhammad Nadjib Bustan Muhammad Nadjib Bustan Muhammad Nusrang Muliadi Muliadi N. Nurahdawati Nachnoer Arss Nasrul Ihsan Niken Probondani Astuti Niken Probondani Astuti Novi Afryanthi S. Nur Anisa Nurdin Arsyad, Nurdin Nurhikmawati, Nurhikmawati Nurul Khofifah Salsabila Parkhimenko Vladimir Anatolievich Patmasari, Andi Poerwanto, Bobby R. Ruliana R. Rusli R. Rusli R. Rusli Rahman, Abdul Rahman, Muhammad Fatur Rahmat Hidayat Rahmat Hidayat Rais, Zulkifli Rajesh Kumar Ramli Umar Riny Jefri Rizal Bakri Robbi Rahim Rosidah Rosidah Rosidah Rosidah Ruliana Ruliana Ruliana, Ruliana Rusli Rusli Rusli Rusli Rusli Rusli Rusli Rusli Rustam, Sitti Nailah Sahid Sahid Salim Al Idrus Salim Al Idrus Sapto Haryoko Sarinah Emilia Tonio Shofiyah Al Idrus Singh, Pawan Kumar Siti Nurazizah Auliah Sitti Masyitah Meliyana R. Sitti Rahmawati Sobirov, Bobur Sri Hastuti Virgianti Pulukadang Sri Muliani Sriwahyuni, Andi Ayu Suci Lestari Sutamrin, Sutamrin Suwardi Annas Suwardi Annas Suwardi Annas Syafruddin Side Tabash, Mosab Tri Santoso Triutomo, Agung wahyuni wahyuni Yunus, Asmar Zakiyah Mar'ah Zakiyah Mar'ah Zamil Wahab Zulkifli Rais